+1,969.2%
AEHR vs AVAV
+327.1%
+1,642.0%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.9% | -4.3% | -6.3% |
| 7D | +24.2% | +18.4% | +5.8% | +18.3% |
| 30D | -21.2% | -4.9% | -16.3% | -19.5% |
| 3M | -52.8% | -37.7% | -15.1% | -45.8% |
| 6M | -36.9% | -28.4% | -8.5% | -31.9% |
| YTD | +202.3% | -50.0% | +252.4% | +249.0% |
| 1Y | +162.9% | -62.6% | +225.5% | +230.4% |
| 3Y | +149.1% | -0.6% | +149.8% | +126.6% |
| 5Y | +146.2% | +31.9% | +114.3% | +100.3% |
| All | +1,969.2% | +327.1% | +1,642.0% | +1,330.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AVAV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling